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A rank-exploiting infinite Arnoldi algorithm for nonlinear eigenvalue problems

We consider the nonlinear eigenvalue problem M ( λ ) x = 0, where M ( λ ) is a large parameter-dependent matrix. In several applications, M ( λ ) has a structure where the higher-order terms of its Taylor expansion have a particular low-rank structure. We propose a new Arnoldi-based algorithm that can exploit this structure. More precisely, the proposed algorithm is equivalent to Arnoldi's method applied to an operator whose reciprocal eigenvalues are solutions to the nonlinear eigenvalue problem. The iterates in the algorithm are functions represented in a particular structured vector-valued polynomial basis similar to the construction in the infinite Arnoldi method [Jarlebring, Michiels, and Meerbergen, Numer. Math., 122 (2012), pp. 169–195]. In this paper, the low-rank structure is exploited by applying an additional operator and by using a more compact representation of the functions. This reduces the computational cost associated with orthogonalization, as well as the required memory resources. The structure exploitation also provides a natural way in carrying out implicit restarting and locking without the need to impose structure in every restart. In conclusion, the efficiency and properties of the algorithm are illustrated with two large-scale problems.

97 MATHEMATICS AND COMPUTING↗

Computing resonant modes of accelerator cavities by solving nonlinear eigenvalue problems via rational approximation

Here, we present an efficient and reliable algorithm for solving a class of nonlinear eigenvalue problems arising from the modeling of particle accelerator cavities. The eigenvalue nonlinearity in these problems results from the use of waveguides to couple external power sources or to allow certain excited electromagnetic modes to exit the cavity. We use a rational approximation to reduce the nonlinear eigenvalue problem first to a rational eigenvalue problem. We then apply a special linearization procedure to turn the rational eigenvalue problem into a larger linear eigenvalue problem with the same eigenvalues, which can be solved by existing iterative methods. By using a compact scheme to represent both the linearized operator and the eigenvectors to be computed, we obtain a numerical method that only involves solving linear systems of equations of the same dimension as the original nonlinear eigenvalue problem. We refer to this method as a compact rational Krylov (CORK) method. We implemented the CORK method in the Omega3P module of the Advanced Computational Electromagnetic 3D Parallel (ACE3P) simulation suite and validated it by comparing the computed cavity resonant frequencies and damping Q factors of a small model problem to those obtained from a fitting procedure that uses frequency responses computed by another ACE3P module called S3P. We also used the CORK method to compute trapped modes damped in an ideal eight 9-cell SRF cavity cryomodule. This was the first time it was possible to compute these modes directly. The damping Q factors of the computed modes match well with those measured in experiments and the difference in resonant frequencies is within the range introduced by cavity imperfection. Therefore, the CORK method is an extremely valuable tool for computational cavity design.

43 PARTICLE ACCELERATORS↗

Computation of pseudospectral abscissa for large-scale nonlinear eigenvalue problems

We present an algorithm to compute the pseudospectral abscissa for a nonlinear eigenvalue problem. The algorithm relies on global under-estimator and over-estimator functions for the eigenvalue and singular value functions involved. These global models follow from eigenvalue perturbation theory. The algorithm has three particular features. First, it converges to the globally rightmost point of the pseudospectrum, and it is immune to nonsmoothness. The global convergence assertion is under the assumption that a global lower bound is available for the second derivative of a singular value function depending on one parameter. It may not be easy to deduce such a lower bound analytically, but assigning large negative values works robustly in practice. Second, it is applicable to large-scale problems since the dominant cost per iteration stems from computing the smallest singular value and associated singular vectors, for which efficient iterative solvers can be used. Furthermore, a significant increase in computational efficiency can be obtained by subspace acceleration, that is, by restricting the domains of the linear maps associated with the matrices involved to small but suitable subspaces, and solving the resulting reduced problems. Occasional restarts of these subspaces further enhance the efficiency for large-scale problems. Finally, in contrast to existing iterative approaches based on constructing low-rank perturbations and rightmost eigenvalue computations, the algorithm relies on computing only singular values of complex matrices. Hence, the algorithm does not require solutions of nonlinear eigenvalue problems, thereby further increasing efficiency and reliability. This work is accompanied by a robust implementation of the algorithm that is publicly available.

97 MATHEMATICS AND COMPUTING↗

A nonlinear eigenvalue problem for self-similar spherical force-free magnetic fields

An axisymmetric force-free magnetic field B(r, θ) in spherical coordinates is defined by a function r sin θB{sub φ}=Q(A) relating its azimuthal component to its poloidal flux-function A. The power law r sin θB{sub φ}=aA|A|{sup 1/n}, n a positive constant, admits separable fields with A=(A{sub n}(θ))/(r{sup n}) , posing a nonlinear boundary-value problem for the constant parameter a as an eigenvalue and A{sub n}(θ) as its eigenfunction [B. C. Low and Y. Q Lou, Astrophys. J. 352, 343 (1990)]. A complete analysis is presented of the eigenvalue spectrum for a given n, providing a unified understanding of the eigenfunctions and the physical relationship between the field's degree of multi-polarity and rate of radial decay via the parameter n. These force-free fields, self-similar on spheres of constant r, have basic astrophysical applications. As explicit solutions they have, over the years, served as standard benchmarks for testing 3D numerical codes developed to compute general force-free fields in the solar corona. The study presented includes a set of illustrative multipolar field solutions to address the magnetohydrodynamics (MHD) issues underlying the observation that the solar corona has a statistical preference for negative and positive magnetic helicities in its northern and southern hemispheres, respectively; a hemispherical effect, unchanging as the Sun's global field reverses polarity in successive eleven-year cycles. Generalizing these force-free fields to the separable form B=(H(θ,φ))/(r{sup n+2}) promises field solutions of even richer topological varieties but allowing for φ-dependence greatly complicates the governing equations that have remained intractable. The axisymmetric results obtained are discussed in relation to this generalization and the Parker Magnetostatic Theorem. The axisymmetric solutions are mathematically related to a family of 3D time-dependent ideal MHD solutions for a polytropic fluid of index γ = 4/3 as discussed in the Appendix.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Subspace recursive Fermi-operator expansion strategies for large-scale DFT eigenvalue problems on HPC architectures

Quantum mechanical calculations for material modeling using Kohn–Sham density functional theory (DFT) involve the solution of a nonlinear eigenvalue problem for N smallest eigenvector-eigenvalue pairs, with N proportional to the number of electrons in the material system. Here, these calculations are computationally demanding and have asymptotic cubic scaling complexity with the number of electrons. Large-scale matrix eigenvalue problems arising from the discretization of the Kohn–Sham DFT equations employing a systematically convergent basis traditionally rely on iterative orthogonal projection methods, which are shown to be computationally efficient and scalable on massively parallel computing architectures. However, as the size of the material system increases, these methods are known to incur dominant computational costs through the Rayleigh–Ritz projection step of the discretized Kohn–Sham Hamiltonian matrix and the subsequent subspace diagonalization of the projected matrix. This work explores the potential of polynomial expansion approaches based on recursive Fermi-operator expansion as an alternative to the subspace diagonalization of the projected Hamiltonian matrix to reduce the computational cost. Subsequently, we perform a detailed comparison of various recursive polynomial expansion approaches to the traditional approach of explicit diagonalization on both multi-node central processing unit and graphics processing unit architectures and assess their relative performance in terms of accuracy, computational efficiency, scaling behavior, and energy efficiency.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Chebyshev-filtered subspace iteration method free of sparse diagonalization for solving the Kohn–Sham equation

First-principles density functional theory (DFT) calculations for the electronic structure problem require a solution of the Kohn–Sham equation, which requires one to solve a nonlinear eigenvalue problem. Solving the eigenvalue problem is usually the most expensive part in DFT calculations. Sparse iterative diagonalization methods that compute explicit eigenvectors can quickly become prohibitive for large scale problems. The Chebyshev-filtered subspace iteration (CheFSI) method avoids most of the explicit computation of eigenvectors and results in a significant speedup over iterative diagonalization methods for the DFT self-consistent field (SCF) calculations. However, the original formulation of the CheFSI method utilizes a sparse iterative diagonalization at the first SCF step to provide initial vectors for subspace filtering at latter SCF steps. This diagonalization is expensive for large scale problems. We develop a new initial filtering step to avoid completely this diagonalization, thus making the CheFSI method free of sparse iterative diagonalizations at all SCF steps. Our new approach saves memory usage and can be two to three times faster than the original CheFSI method.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Collapsing Cavities and Converging Shocks in Non-Ideal Materials

As modern hydrodynamic codes increase in sophistication, the availability of realistic test problems becomes increasingly important. In gas dynamics, one common unrealistic aspect of most test problems is the ideal gas assumption, which is unsuited to many real applications, especially those involving high pressure and speed metal deformation. In this work, we consider the collapsing cavity and converging shock test problems, showing to what extent the ideal gas assumption can be removed from their specification. It is found that while most materials simply do not admit simple (that is scaling) solutions in this context, there are infinite-dimensional families of materials which do admit such solutions. We characterize such materials, derive the appropriate ordinary differential equations and analyze the associated nonlinear eigenvalue problem. It is shown that there is an inherent tension between boundedness of the solution, boundedness of its derivatives and the entropy condition. The special case of a constant-speed cavity collapse is considered and found to be heuristically possible, contrary to common intuition. Finally, we give an example of a concrete non-ideal collapsing cavity scaling solution based on a recently proposed pseudo-Mie–Gruneisen equation of state.

36 MATERIALS SCIENCE↗

Fast penetration of megagauss fields into metallic conductors

Megagauss magnetic-field penetration into a conducting material is studied via a simplified but representative model, wherein the magnetic-diffusion equation is coupled with a thermal-energy balance. The specific scenario considered is that of a prescribed magnetic field rising (in proportion to an arbitrary power r of time) at the surface of a conducting half-space whose electric conductivity is assumed proportional to an arbitrary inverse power γ of temperature. We employ a systematic asymptotic scheme in which the case of a strong surface field corresponds to a singular asymptotic limit. In this limit, the highly magnetized and hot “skin” terminates at a distinct propagating wave-front. Employing the method of matched asymptotic expansions, we find self-similar solutions of the magnetized region which match a narrow boundary-layer region about the advancing wave front. The rapidly decaying magnetic-field profile in the latter region is also self similar; when scaled by the instantaneous propagation speed, its shape is time-invariant, depending only on the parameter γ. The analysis furnishes a simple asymptotic formula for the skin-depth (i.e., the wave-front position), which substantially generalizes existing approximations. It scales with the power γr + 1∕2 of time and the power γ of field strength, and is much larger than the field-independent skin depth predicted by an athermal model. The formula further involves a dimensionless O(1) pre-factor which depends on r and γ. It is determined by solving a nonlinear eigenvalue problem governing the magnetized region. Another main result of the analysis, apparently unprecedented, is an asymptotic formula for the magnitude of the current-density peak characterizing the wave-front region. Complementary to these systematic results, we provide a closed-form but ad hoc generalization of the theory approximately applicable to arbitrary monotonically rising surface fields. Our results are in excellent agreement with numerical simulations of the model, and compare favourably with detailed magnetohydrodynamic simulations reported in the literature.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Travelling fronts of the CO oxidation on Pd(111) with coverage-dependent diffusion

In this work, we study a surface reaction on Pd(111) crystals under ultra-high-vacuum conditions that can be modeled by two coupled reaction-diffusion equations. In the bistable regime, the reaction exhibits travelling fronts that can be observed experimentally using photo electron emission microscopy. The spatial profile of the fronts reveals a coverage-dependent diffusivity for one of the species. We propose a method to solve the nonlinear eigenvalue problem and compute the direction and the speed of the fronts based on a geometrical construction in phase-space. This method successfully captures the dependence of the speed on control parameters and diffusivities.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Model Order Reduction of Nonviscously Damped Structural Dynamic Models

A reduced order modeling capability has been developed to reduce the computational burden associated with time-domain solutions of structural dynamic models with linear viscoelastic materials. The discretized equations-of-motion produce convolution integrals resulting in a linear system with nonviscous damping forces. The challenge associated with the reduction of nonviscously damped, linear systems is the selection and computation of the appropriate modal basis to perform modal projection. The system produces a nonlinear eigenvalue problem that is challenging to solve and requires use of specialized algorithms not readily available in commercial finite element packages. This SAND report summarizes the LDRD discoveries of a reduction scheme developed for monolithic finite element models and provides preliminary investigations to extensions of the method using component mode synthesis. In addition, this report provides a background overview of structural dynamic modeling of structures with linear viscoelastic materials, and provides an overview of a new code capability in Sierra Structural Dynamics to output the system level matrices computed on multiple processors.

97 MATHEMATICS AND COMPUTING↗

Two-tier model reduction of viscoelastically damped finite element models

Transient simulations of linear viscoelastically damped structures necessitate critical computational resources to directly integrate the full-order finite element model with time-stepping algorithms. Traditional modal reduction techniques are not directly applicable to these systems since viscoelastic materials depend on time and frequency. A more appropriate reduction basis is obtained from the nonlinear, complex eigenvalue problem, whose eigenvectors capture the appropriate kinematics and enable frequency-based mode selection; unfortunately, the computational cost is prohibitive for computing these modes from large-scale engineering models. To address this shortcoming, this work proposes a novel two-tier reduction procedure to reduce the upfront cost of solving the complex, nonlinear eigenvalue problem. The first reduction step reduces the full-order model with real mode shapes linearized about various centering frequencies to capture the kinematics over a full range of viscoelastic material behavior (glassy, rubbery, and glass-transition zones). This tier-one reduction preserves time-temperature superposition and allows the equations to depend parametrically on operating temperature. The second-level reduction then solves the complex, nonlinear eigenmode solutions in the tier-one reduced space about a fixed temperature to further reduce the equations-of-motion. The method is demonstrated on a cantilevered sandwich plate to display its accuracy and efficiency in comparison to full-order model predictions.

97 MATHEMATICS AND COMPUTING↗

On nonlinear inexact Uzawa algorithms for stabilized saddle point problems

In this paper, the nonlinear inexact Uzawa (NIU) methods for saddle point problems are studied. A further improved convergence result of the NIU algorithm for stabilized saddle point problems is presented, which results in much smaller convergence factor. This result can also be viewed as a generalization of some previous work for classical saddle point problems. Based on this result, we generalize some adaptive versions of the NIU algorithm with variable iteration parameters for classical saddle point problems to solve stabilized saddle point problems. Convergence analyses of these algorithms are presented. It shows that they converge under similar conditions as those in classical cases, which are more practical and without estimates on the extreme eigenvalues of the involved preconditioned systems. Numerical experiments are given to demonstrate the effectiveness of these algorithms over some original NIU algorithms.

97 MATHEMATICS AND COMPUTING↗

A comparison of acceleration methods for solving the neutron transport k-eigenvalue problem

Over the past several years a number of papers have been written describing modern techniques for numerically computing the dominant eigenvalue of the neutron transport criticality problem. These methods fall into two distinct categories. The first category of methods rewrite the multi-group k-eigenvalue problem as a nonlinear system of equations and solve the resulting system using either a Jacobian-Free Newton–Krylov (JFNK) method or Nonlinear Krylov Acceleration (NKA), a variant of Anderson Acceleration. These methods are generally successful in significantly reducing the number of transport sweeps required to compute the dominant eigenvalue. The second category of methods utilize Moment-Based Acceleration (or High-Order/Low-Order (HOLO) Acceleration). These methods solve a sequence of modified diffusion eigenvalue problems whose solutions converge to the solution of the original transport eigenvalue problem. This second class of methods is, in our experience, always superior to the first, as most of the computational work is eliminated by the acceleration from the LO diffusion system. In this paper, we review each of these methods. Our computational results support our claim that the choice of which nonlinear solver to use, JFNK or NKA, should be secondary. The primary computational savings result from the implementation of a HOLO algorithm. We display computational results for a series of challenging multi-dimensional test problems.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Applying nonlinear diffusion acceleration to the neutron transport k-Eigenvalue problem with anisotropic scattering

High-order/low-order (or moment-based acceleration) algorithms have been used to significantly accelerate the solution to the neutron transport k-eigenvalue problem over the past several years. Recently, the nonlinear diffusion acceleration algorithm has been extended to solve fixed-source problems with anisotropic scattering sources. In this paper, we demonstrate that we can extend this algorithm to k-eigenvalue problems in which the scattering source is anisotropic and a significant acceleration can be achieved. Lastly, we demonstrate that the low-order, diffusion-like eigenvalue problem can be solved efficiently using a technique known as nonlinear elimination.

97 MATHEMATICS AND COMPUTING↗

Convergence analysis of two-node CMFD method for two-group neutron diffusion eigenvalue problem

In this paper, the nonlinear coarse-mesh finite difference method with two-node local problem (CMFD2N) is proven to be unconditionally stable for neutron diffusion eigenvalue problems. The explicit current correction factor (CCF) is derived based on the two-node analytic nodal method (ANM2N), and a Fourier stability analysis is applied to the linearized algorithm. It is shown that the analytic convergence rate obtained by the Fourier analysis compares very well with the numerically measured convergence rate. It is also shown that the theoretical convergence rate is only governed by the converged second harmonic buckling and the mesh size. It is also noted that the convergence rate of the CCF of the CMFD2N algorithm is dependent on the mesh size, but not on the total problem size. This is contrary to expectation for eigenvalue problem. The novel points of this paper are the analytical derivation of the convergence rate of the CMFD2N algorithm for eigenvalue problem, and the convergence analysis based on the analytic derivations.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Multi-harmonic Rutherford island theory

Rutherford island theory, which governs the nonlinear evolution of tearing modes in tokamak plasmas, is generalized to take into account situations in which the conventional one-harmonic approximation is not valid. The analysis incorporates non-inductive currents driven by radio frequency (RF) electromagnetic waves injected into the plasma. A multi-harmonic tearing mode dispersion relation is derived that takes the form of a nonlinear inhomogeneous matrix eigenvalue problem. The dispersion relation is solved in the so-called two-harmonic approximation, in which only the principal Fourier harmonic of the perturbed magnetic flux and its first overtone are included in the calculation. In the absence of RF current drive, the nonlinear behavior of a tearing mode predicted in the two-harmonic approximation does not differ substantially from that predicted in the one-harmonic approximation. On the other hand, RF current drive that is sufficiently localized in the vicinity of the O-points of the mode's magnetic island chain is capable of triggering bifurcations of the O-points (which is impossible in the one-harmonic approximation). However, the current drive is incapable of triggering bifurcations of the island X-points. This finding is significant because Bardóczi and Evans recently observed bifurcations of magnetic island chain O-points in the presence of RF current drive in the DIII-D tokamak but did not observe bifurcations of the X-points. Finally, the changes in the topology of the magnetic island flux-surfaces induced by RF current drive are found to facilitate the stabilization of the tearing mode.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Estimates of the eigenvalues of operator arising in swelling pressure model

Swelling pressures from materials confined by structures can cause structural deformations and instability. Due to the complexity of interactions between expansive solid and solid-liquid equilibrium, the forces exerting on retaining structures from swelling are highly nonlinear. This work is our initial attempt to study a simplistic spectral problem based on the Euler-elastic beam theory and some simplistic swelling pressure model. In this work estimates of the eigenvalues of some initial/boundary value problem for nonlinear Euler-elastic beam equation are obtained.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗